+249.8%
DHR vs IAU
+210.9%
+38.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.4% |
| 7D | +1.2% | -4.6% | +5.8% | +1.8% |
| 30D | +3.7% | -5.4% | +9.1% | +4.4% |
| 3M | +14.5% | -10.9% | +25.4% | +16.1% |
| 6M | +40.9% | -17.4% | +58.3% | +44.2% |
| YTD | +2.4% | -10.2% | +12.6% | +3.1% |
| 1Y | +6.1% | -7.1% | +13.2% | +6.2% |
| 3Y | +21.0% | +97.7% | -76.7% | +4.2% |
| 5Y | -11.4% | +105.3% | -116.7% | -25.4% |
| All | +249.8% | +210.9% | +38.8% | +195.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IAU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling